+3,595.7%
DLR vs TYL
+4,065.1%
-469.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.8% |
| 30D | -3.4% | +18.7% | -22.1% | -9.2% |
| 3M | +0.5% | +18.1% | -17.6% | -6.2% |
| 6M | +4.6% | -1.1% | +5.7% | +2.9% |
| YTD | +23.4% | -19.8% | +43.2% | +28.9% |
| 1Y | +19.0% | -34.3% | +53.3% | +33.2% |
| 3Y | +56.5% | -8.2% | +64.8% | +51.6% |
| 5Y | +33.3% | -25.4% | +58.7% | +36.2% |
| 10Y | +165.1% | +115.6% | +49.6% | +73.5% |
| All | +3,595.7% | +4,065.1% | -469.5% | +544.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling